+11.5%
RRX vs ALK
-33.1%
+44.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | -0.5% |
| 7D | +3.4% | -0.7% | +4.1% | +3.7% |
| 30D | -11.1% | -19.2% | +8.1% | -2.7% |
| 3M | -23.7% | -1.5% | -22.2% | -23.6% |
| 6M | -22.0% | -13.1% | -8.9% | -20.2% |
| YTD | +16.5% | -16.4% | +32.9% | +19.8% |
| 1Y | +11.5% | -33.1% | +44.6% | +8.3% |
| All | +11.5% | -33.1% | +44.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling